Normally you don't need to mark the border at the coast (there are some styles where it is done to look good, but a simple line border isn't one of them). You might also consider toning down those borders a bit: the right level of transparency would leave them clearly visible, but greatly reduce the degree to which they obscure the terrain beneath and glaring whiteness.

If the cities are fortified, they might have grown up there to define and defend the borders.